Build and combine filters

Lets assume you want to filter for stocks that have a marketcap of at least $1billion and whose call volume is at least twice its put volume. You want to filter for a certain call to put volume ratio. For custom ratios and comparing of fields (call_volume > put_volume) the stock screener comes with a builtin formula language that allows for all of this. You can retrieve the grammar from the following endpoint:

curl --fail-with-body 'https://api.unusualwhales.com/api/screener/stocks/dsl' \
  --header "Authorization: Bearer $UW_API_KEY"

It has a few fields. grammar, notes and examples. fields are all the fields that are available to be used. This works very well with agents. You could prompt your agent with the link to the dsl and tell it that you are interested in filtering for stocks that have a marketcap of at least $1billion and whose call volume is at least twice its put volume and with the help of the grammar it could create the correct formula.

where marketcap > 1B and call_volume > put_volume * 2

curl --fail-with-body --get 'https://api.unusualwhales.com/api/screener/stocks' \
  --header "Authorization: Bearer $UW_API_KEY" \
  --data-urlencode 'query=where marketcap > 1B and call_volume >= put_volume * 2' \
  --data-urlencode 'limit=10'

Another interesting starting point could be to filter for tickers who have had growing options volume over a 4 day time span:

where 
        option_volume > prev_day_option_volume
        and prev_day_option_volume > prev_2_day_option_volume 
        and prev_2_day_option_volume > prev_3_day_option_volume 
        and prev_3_day_option_volume > prev_4_day_option_volume 

What we are essentially filtering for is for where over a 4 day trading time span each day has more options volume than the previous day. Next let’s learn how to compare options activity

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